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Griffin, Jim E. and Delatola, Eleni-Ioanna (2013) A Bayesian semiparametric model for volatility with a leverage effect. Computational Statistics and Data Analysis, 60 (1). pp. 97-110. ISSN 0167-9473. (doi:https://doi.org/10.1016/j.csda.2012.10.023) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
Delatola, Eleni-Ioanna and Griffin, Jim E. (2011) Bayesian Nonparametric Modelling of the Return Distribution with Stochastic Volatility. Bayesian Analysis, 6 (4). pp. 901-926. ISSN 1936-0975. (doi:https://doi.org/10.1214/11-BA632) (Full text available) |